+228.6%
FN vs BOXX
+18.5%
+210.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.9% |
| 30D | -27.5% | +0.3% | -27.8% | -26.6% |
| 3M | -28.8% | +1.0% | -29.8% | -26.9% |
| 6M | -20.9% | +1.9% | -22.9% | -19.0% |
| YTD | -8.9% | +2.7% | -11.6% | -7.6% |
| 1Y | +14.5% | +4.0% | +10.4% | +18.1% |
| 3Y | +172.6% | +14.7% | +158.0% | +331.9% |
| All | +228.6% | +18.5% | +210.1% | +528.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling